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Structured products and related credit derivatives [[electronic resource] ] : a comprehensive guide for investors / / Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi
| Structured products and related credit derivatives [[electronic resource] ] : a comprehensive guide for investors / / Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi |
| Autore | Lancaster Brian P |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2008 |
| Descrizione fisica | 1 online resource (545 p.) |
| Disciplina |
332.632044
332.6457 |
| Altri autori (Persone) |
SchultzGlenn M
FabozziFrank J |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Structured notes (Securities)
Credit derivatives |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-19783-X
1-281-38182-9 9786611381820 0-470-36923-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors; Contents; Foreword; Acknowledgments; About the Editors; Contributing Authors; Section I: Background; Chapter 1: Introduction; Chapter 2: Structured Finance Operating Companies: SIVs, SLVs, and Other Structured Vehicles; STRUCTURED FINANCE OPERATING COMPANY DEFINED; TYPES OF STUCTURED FINANCE OPERATING COMPANIES; STRUCTURED INVESTMENT VEHICLES; SLVs AND HYBRID SLVs; THE RISK HISTORY OF SFOCs TO 2006; THE 2007 LIQUIDITY CRISIS; CONCLUSION; Section II: Consumer ABS
Chapter 3: Residential Asset-Backed SecuritiesOVERVIEW OF THE MARKET; COLLATERAL PERFORMANCE; VOLUNTARY REPAYMENT; ADJUSTABLE RATE REPAYMENT ANALYSIS; INTEREST-ONLY REPAYMENT ANALYSIS; FIXED RATE REPAYMENT ANALYSIS; OTHER FACTORS INFLUENCING VOLUNTARY REPAYMENT; COLLATERAL CREDIT PERFORMANCE; INVOLUNTARY REPAYMENT (DEFAULT); OTHER FACTORS INFLUENCING INVOLUNTARY REPAYMENT RATES; STRUCTURAL CONSIDERATIONS; ASSET-BACKED CREDIT DEFAULT SWAPS; ABX.HE INDEX; SUMMARY; Chapter 4: Credit Card ABS; CREDIT CARD SECURITIZATION BACKGROUND; CREDIT CARD ABS STRUCTURES; SUMMARY Chapter 5: Auto Asset-Backed SecuritiesISSUANCE; STRUCTURE; ISSUER COLLATERAL PROFILE; COLLATERAL PERFORMANCE; DELINQUENCY AND LOSS RATES; VALUATION; AUTO LEASES; SUMMARY; Chapter 6: Student Loan ABS; BACKGROUND; TYPES OF LOANS; LOAN STATUS; INTEREST RATES; PREPAYMENTS; ISSUANCE; TYPICAL BOND STRUCTURES; RISKS; CHARACTERISTICS OF STUDENT LOAN ABS; SUMMARY; Chapter 7: Small Business Loan ABS; SMALL BUSINESS ADMINISTRATION; SBA 7(a) LOAN GUARANTEE PROGRAM; SBA 7(a) LOAN CHARACTERISTICS; SECURITIZATION OF UNGUARANTEED PORTIONS OF SBA 7(a) LOANS SECURITIZATION OF CONVENTIONAL SMALL BUSINESS LOANSSMALL BUSINESS LOAN LOSS PERFORMANCE ON SBA 7(a) LOANS-BANCLAB LLC DATA; SUMMARY; Chapter 8: Valuation of Subprime ABS Credit Default Swaps; CREDIT DEFAULT SWAPS; PAY-AS-YOU-GO CDS STRUCTURE FOR SUBPRIME ABS; INTEREST SHORTFALL CONSIDERATIONS; STEPPING UP; PHYSICAL SETTLEMENT; HEDGING WITH CREDIT DEFAULT SWAPS; ZERO MONEY DOWN!; CDS PRICES VERSUS CASH BOND PRICES; PRICING WHEN THE CDS SPREAD EQUALS THE REFERENCE COUPON SPREAD; HEDGING WITH NO MONEY DOWN; THE VALUE OF SCENARIO ANALYSIS; HOW ARE MORTGAGE POOL SCENARIOS CREATED?; SUMMARY Section III: Collateralized Debt ObligationsChapter 9: Basics of CDOs; A BRIEF HISTORY OF CDOs; CDO BASICS; PARTICIPANTS IN A CDO TRANSACTION; CDO PURPOSES; CDO STRUCTURES; CDO LIFE CYCLE; EMBEDDED CALLS; COVERAGE TESTS; SPECIAL TRIGGERS: PAR PRESERVATION AND TURBO FEATURES; CASH FLOW CDO WATERFALL; QUALITY TESTS; SPECIAL RIGHTS FOR THE CONTROLLING CLASS; CDO CASH SOURCES AND USES; CDO TRUTHS, HALF-TRUTHS, AND MYTHS; Chapter 10: CDOs by Asset Type; CONSTRUCTING THE CDO PORTFOLIO; COLLATERALIZED LOAN OBLIGATIONS AND SPECULATIVE-GRADE CORPORATE COLLATERAL; LEVERAGED LOANS AS COLLATERAL ABS CDOs |
| Record Nr. | UNINA-9910143825603321 |
Lancaster Brian P
|
||
| Hoboken, N.J., : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Structured products and related credit derivatives [[electronic resource] ] : a comprehensive guide for investors / / Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi
| Structured products and related credit derivatives [[electronic resource] ] : a comprehensive guide for investors / / Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi |
| Autore | Lancaster Brian P |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2008 |
| Descrizione fisica | 1 online resource (545 p.) |
| Disciplina |
332.632044
332.6457 |
| Altri autori (Persone) |
SchultzGlenn M
FabozziFrank J |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Structured notes (Securities)
Credit derivatives |
| ISBN |
1-119-19783-X
1-281-38182-9 9786611381820 0-470-36923-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors; Contents; Foreword; Acknowledgments; About the Editors; Contributing Authors; Section I: Background; Chapter 1: Introduction; Chapter 2: Structured Finance Operating Companies: SIVs, SLVs, and Other Structured Vehicles; STRUCTURED FINANCE OPERATING COMPANY DEFINED; TYPES OF STUCTURED FINANCE OPERATING COMPANIES; STRUCTURED INVESTMENT VEHICLES; SLVs AND HYBRID SLVs; THE RISK HISTORY OF SFOCs TO 2006; THE 2007 LIQUIDITY CRISIS; CONCLUSION; Section II: Consumer ABS
Chapter 3: Residential Asset-Backed SecuritiesOVERVIEW OF THE MARKET; COLLATERAL PERFORMANCE; VOLUNTARY REPAYMENT; ADJUSTABLE RATE REPAYMENT ANALYSIS; INTEREST-ONLY REPAYMENT ANALYSIS; FIXED RATE REPAYMENT ANALYSIS; OTHER FACTORS INFLUENCING VOLUNTARY REPAYMENT; COLLATERAL CREDIT PERFORMANCE; INVOLUNTARY REPAYMENT (DEFAULT); OTHER FACTORS INFLUENCING INVOLUNTARY REPAYMENT RATES; STRUCTURAL CONSIDERATIONS; ASSET-BACKED CREDIT DEFAULT SWAPS; ABX.HE INDEX; SUMMARY; Chapter 4: Credit Card ABS; CREDIT CARD SECURITIZATION BACKGROUND; CREDIT CARD ABS STRUCTURES; SUMMARY Chapter 5: Auto Asset-Backed SecuritiesISSUANCE; STRUCTURE; ISSUER COLLATERAL PROFILE; COLLATERAL PERFORMANCE; DELINQUENCY AND LOSS RATES; VALUATION; AUTO LEASES; SUMMARY; Chapter 6: Student Loan ABS; BACKGROUND; TYPES OF LOANS; LOAN STATUS; INTEREST RATES; PREPAYMENTS; ISSUANCE; TYPICAL BOND STRUCTURES; RISKS; CHARACTERISTICS OF STUDENT LOAN ABS; SUMMARY; Chapter 7: Small Business Loan ABS; SMALL BUSINESS ADMINISTRATION; SBA 7(a) LOAN GUARANTEE PROGRAM; SBA 7(a) LOAN CHARACTERISTICS; SECURITIZATION OF UNGUARANTEED PORTIONS OF SBA 7(a) LOANS SECURITIZATION OF CONVENTIONAL SMALL BUSINESS LOANSSMALL BUSINESS LOAN LOSS PERFORMANCE ON SBA 7(a) LOANS-BANCLAB LLC DATA; SUMMARY; Chapter 8: Valuation of Subprime ABS Credit Default Swaps; CREDIT DEFAULT SWAPS; PAY-AS-YOU-GO CDS STRUCTURE FOR SUBPRIME ABS; INTEREST SHORTFALL CONSIDERATIONS; STEPPING UP; PHYSICAL SETTLEMENT; HEDGING WITH CREDIT DEFAULT SWAPS; ZERO MONEY DOWN!; CDS PRICES VERSUS CASH BOND PRICES; PRICING WHEN THE CDS SPREAD EQUALS THE REFERENCE COUPON SPREAD; HEDGING WITH NO MONEY DOWN; THE VALUE OF SCENARIO ANALYSIS; HOW ARE MORTGAGE POOL SCENARIOS CREATED?; SUMMARY Section III: Collateralized Debt ObligationsChapter 9: Basics of CDOs; A BRIEF HISTORY OF CDOs; CDO BASICS; PARTICIPANTS IN A CDO TRANSACTION; CDO PURPOSES; CDO STRUCTURES; CDO LIFE CYCLE; EMBEDDED CALLS; COVERAGE TESTS; SPECIAL TRIGGERS: PAR PRESERVATION AND TURBO FEATURES; CASH FLOW CDO WATERFALL; QUALITY TESTS; SPECIAL RIGHTS FOR THE CONTROLLING CLASS; CDO CASH SOURCES AND USES; CDO TRUTHS, HALF-TRUTHS, AND MYTHS; Chapter 10: CDOs by Asset Type; CONSTRUCTING THE CDO PORTFOLIO; COLLATERALIZED LOAN OBLIGATIONS AND SPECULATIVE-GRADE CORPORATE COLLATERAL; LEVERAGED LOANS AS COLLATERAL ABS CDOs |
| Record Nr. | UNINA-9910829833103321 |
|
Lancaster Brian P
|
||
| Hoboken, N.J., : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Structured products and related credit derivatives : a comprehensive guide for investors / / Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi
| Structured products and related credit derivatives : a comprehensive guide for investors / / Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi |
| Autore | Lancaster Brian P |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2008 |
| Descrizione fisica | 1 online resource (545 p.) |
| Disciplina | 332.632044 |
| Altri autori (Persone) |
SchultzGlenn M
FabozziFrank J |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Structured notes (Securities)
Credit derivatives |
| ISBN |
1-119-19783-X
1-281-38182-9 9786611381820 0-470-36923-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors; Contents; Foreword; Acknowledgments; About the Editors; Contributing Authors; Section I: Background; Chapter 1: Introduction; Chapter 2: Structured Finance Operating Companies: SIVs, SLVs, and Other Structured Vehicles; STRUCTURED FINANCE OPERATING COMPANY DEFINED; TYPES OF STUCTURED FINANCE OPERATING COMPANIES; STRUCTURED INVESTMENT VEHICLES; SLVs AND HYBRID SLVs; THE RISK HISTORY OF SFOCs TO 2006; THE 2007 LIQUIDITY CRISIS; CONCLUSION; Section II: Consumer ABS
Chapter 3: Residential Asset-Backed SecuritiesOVERVIEW OF THE MARKET; COLLATERAL PERFORMANCE; VOLUNTARY REPAYMENT; ADJUSTABLE RATE REPAYMENT ANALYSIS; INTEREST-ONLY REPAYMENT ANALYSIS; FIXED RATE REPAYMENT ANALYSIS; OTHER FACTORS INFLUENCING VOLUNTARY REPAYMENT; COLLATERAL CREDIT PERFORMANCE; INVOLUNTARY REPAYMENT (DEFAULT); OTHER FACTORS INFLUENCING INVOLUNTARY REPAYMENT RATES; STRUCTURAL CONSIDERATIONS; ASSET-BACKED CREDIT DEFAULT SWAPS; ABX.HE INDEX; SUMMARY; Chapter 4: Credit Card ABS; CREDIT CARD SECURITIZATION BACKGROUND; CREDIT CARD ABS STRUCTURES; SUMMARY Chapter 5: Auto Asset-Backed SecuritiesISSUANCE; STRUCTURE; ISSUER COLLATERAL PROFILE; COLLATERAL PERFORMANCE; DELINQUENCY AND LOSS RATES; VALUATION; AUTO LEASES; SUMMARY; Chapter 6: Student Loan ABS; BACKGROUND; TYPES OF LOANS; LOAN STATUS; INTEREST RATES; PREPAYMENTS; ISSUANCE; TYPICAL BOND STRUCTURES; RISKS; CHARACTERISTICS OF STUDENT LOAN ABS; SUMMARY; Chapter 7: Small Business Loan ABS; SMALL BUSINESS ADMINISTRATION; SBA 7(a) LOAN GUARANTEE PROGRAM; SBA 7(a) LOAN CHARACTERISTICS; SECURITIZATION OF UNGUARANTEED PORTIONS OF SBA 7(a) LOANS SECURITIZATION OF CONVENTIONAL SMALL BUSINESS LOANSSMALL BUSINESS LOAN LOSS PERFORMANCE ON SBA 7(a) LOANS-BANCLAB LLC DATA; SUMMARY; Chapter 8: Valuation of Subprime ABS Credit Default Swaps; CREDIT DEFAULT SWAPS; PAY-AS-YOU-GO CDS STRUCTURE FOR SUBPRIME ABS; INTEREST SHORTFALL CONSIDERATIONS; STEPPING UP; PHYSICAL SETTLEMENT; HEDGING WITH CREDIT DEFAULT SWAPS; ZERO MONEY DOWN!; CDS PRICES VERSUS CASH BOND PRICES; PRICING WHEN THE CDS SPREAD EQUALS THE REFERENCE COUPON SPREAD; HEDGING WITH NO MONEY DOWN; THE VALUE OF SCENARIO ANALYSIS; HOW ARE MORTGAGE POOL SCENARIOS CREATED?; SUMMARY Section III: Collateralized Debt ObligationsChapter 9: Basics of CDOs; A BRIEF HISTORY OF CDOs; CDO BASICS; PARTICIPANTS IN A CDO TRANSACTION; CDO PURPOSES; CDO STRUCTURES; CDO LIFE CYCLE; EMBEDDED CALLS; COVERAGE TESTS; SPECIAL TRIGGERS: PAR PRESERVATION AND TURBO FEATURES; CASH FLOW CDO WATERFALL; QUALITY TESTS; SPECIAL RIGHTS FOR THE CONTROLLING CLASS; CDO CASH SOURCES AND USES; CDO TRUTHS, HALF-TRUTHS, AND MYTHS; Chapter 10: CDOs by Asset Type; CONSTRUCTING THE CDO PORTFOLIO; COLLATERALIZED LOAN OBLIGATIONS AND SPECULATIVE-GRADE CORPORATE COLLATERAL; LEVERAGED LOANS AS COLLATERAL ABS CDOs |
| Record Nr. | UNINA-9910876972603321 |
|
Lancaster Brian P
|
||
| Hoboken, N.J., : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||